Associate Portfolio Manager – Treasury Liquid Asset Portfolio
Job Description
Description
Job Description
What is the opportunity?
The Associate Portfolio Manager – Treasury Liquid Asset Portfolio is a key member of the broader Corporate Treasury Markets’ team. The incumbent will support the broader team in managing $100Bn of retail liquidity assets.
With the solid backing of robust reporting, this role will lean itself to a candidate who love to impart market knowledge into algorithms and iteratively build the ideal portfolio. Residing in Toronto, our new partner will ensure we optimize Capital, Liquidity, Tax, and Enterprise balance sheet value while managing within constraints set forth by Risk, Financial Controls, and Corporate Treasury Enterprise Liquidity Management.
What you will do?
- Conduct Fundamental and Quantitative analysis on various HQLA L1, L2A and L2B issuers to identify investment opportunities and opine on relative value and pricing – including quarterly and ad hoc summaries for our major holdings and market dynamics
- Provide broad support and full back-up responsibilities to the Lead Portfolio Manager – CAD Liquid Assets. In addition, provide support for the non-CAD liquid assets and their respective Portfolios Managers (USD SSA, USD MBS etc)
- Conduct trade booking and associated operational support to the group Portfolio Managers where needed and with the required excellence
- Develop and maintain direct relationships with various HQLA L1, L2A and L2B issuers as well as maintaining relationships with the broader dealing street
- Work with our various Risk Teams to ensure sufficient limits including (but not limited to) Single Name Exposure, Counterparty Credit, Key Rate Duration, etc;
- Liase with our Debt Capital Markets’ team to support RBC’s clients who are issuing debt that falls into our milieu.
- Work with our Product Control, Reporting and Performance Management teams to improve portfolio performance reporting both in absolute terms and relative to the benchmark; Work with our Accounting Groups to ensure appropriate Hedge Accounting Structures and Controls are in place to protect the timing recognition of
Company
RBC
Location
Toronto
Country
Canada
Salary
100.000
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